Hello, this is my first build and its mainly just a fun and simple Volibear build that grants him the ability to NOT DIE and pump out quite a bit of damage. Hope you enjoy.
Word of Warning: This probably won't work in Ranked games, in fact even in normal games this build is probably not the best.

Just the tankiest stuff i could find. :P
I think you understand the uses of these so I won't bore you with the details.
Siege Commander isn't great but it can help when tanking turrets.

Yet again very tanky with a bit of extra damage just because. But pretty standard.

I get all my skills and max Rolling Thunder as soon as possible. This allows you to get into the fray quickly or out again in a hurry. It is also a great opening move but if you do open with it you may not be able to use it for escaping if you run into something you shouldn't. Frenzy allows you to pump out huge amounts of damage and get more minion kills which will be useful when you get your Warmog's Armour.

Note: There may be some mistakes in the Skill Sequence guide because as I said this is my first guide and I can't remember it properly. :P

Start with Boots of Speed and 3x Health Potions. Then upgrade your Boots of Speed to Mercury Treads. Then you build your first Warmog's Armour. This gives you a great bit of early game Health that most people won't be able to deal with this early on. Your next item will be Ionic Spark which is a pretty standard Voli item. This item both adds to your damage output and your allows you to be more tanky.
You then get another Warmog's Armour. This is when you really start being a threat and people will tend to team up and attempt to take you down. Use Rolling Thunder sparingly in case you need it to escape because nothing says 'You just got owned' like being outrun by a giant armoured bear.
Next up is a Phantom Dancer which makes you able to outrun almost anyone else and makes your ultimate and Ionic Spark more effective. Giving you even more power allowing you to outhit a lot of Off-Tank champions like Jax.
Your final buy is... yes, you guessed it another Warmog's Armour. By this time if they've not already surrendered they will probably lose soon anyway.

Volibear has a couple of nice little tricks to use to your advantage (This is mainly for less experienced Volibear players).
If you use Rolling Thunder in the base by the time you get to the Outer Turret your cooldown and your mana will be back to full.
Volibear has a great combo of all his main skills. If you open up with Rolling Thunder, then use Majestic Roar you can then usually get in enough basic attacks to use Frenzy this combo allows you to do a lot of burst damage that most people do not expect from Volibear.
Another trick is if you can't catch someone you can Rolling Thunder and Flash then using your combo.

Ignite is Ignite and is always useful in my experience.
Ghost allows you to catch pretty much anyone you want (Except Yi).

Others

Heal is useful as you can return to near full Health when combined with your passive and is good if you are playing supporty.
Flash allows for some good combos and duking plus can be great for Voli because seeing someone Flash then following with your own and flinging them back over the wall is priceless.

So that is it.
If you complete this build you will be almost unstoppable and not nearly as cuddly as you look. I mean seriously Volibear is adorable isn't he? :3

If you liked this build then that is just awesome.
If you don't or if you have any problems with it please tell me. Because I am an absolute noob and you people probably know tons more about this stuff than me.

Enjoy.